At the end of the Lair of the Shadow Broker DLC (which was awesome!), you are shown various security camera recordings. They are short, silent, and provide little context.

I couldn't recognize any of the characters or events. Do any of these show past events we are supposed to remember, or events from any other media like the novels? Or do they all foreshadow Mass Effect 3?

These are mostly characters we all no, Captain Anderson, Samara, Aria etc.
Its footage of past events, Its basically just there for you to see what the Shadow Broker has been seeing and spying on.. I think its pretty cool.